Strategy Tester Report
EmpWaveEA_ver3.0
FXDDMalta-MT4 Live Server 3 (Build 229)

通貨ペアAUDUSD (Australian Dollar vs. United States Dollar)
期間5分足(M5) 2009.01.02 06:55 - 2010.12.29 02:15 (2009.01.01 - 2011.01.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターPassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false; ProfitCurrency=1000; LossManagemant=false; LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=4; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=-4; EntryLevel=15; CloseLevel=-5; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments="";
Bars in test148107Ticks modelled30274065Modelling quality90.00%
Mismatched charts errors28
Initial deposit10000.00
Total net profit7977.00Gross profit14269.00Gross loss-6292.00
Profit factor2.27Expected payoff5.93
Absolute drawdown842.00Maximal drawdown1387.00 (13.15%)Relative drawdown13.15% (1387.00)
Total trades1346Short positions (won %)544 (74.45%)Long positions (won %)802 (78.93%)
Profit trades (% of total)1038 (77.12%)Loss trades (% of total)308 (22.88%)
Largestprofit trade62.00loss trade-90.00
Averageprofit trade13.75loss trade-20.43
Maximumconsecutive wins (profit in money)68 (1380.00)consecutive losses (loss in money)15 (-815.00)
Maximalconsecutive profit (count of wins)1380.00 (68)consecutive loss (count of losses)-1056.00 (12)
Averageconsecutive wins17consecutive losses5
Graph